+504.7%
RF vs IT
+6,493.7%
-5,989.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.0% |
| 7D | -1.6% | -12.0% | +10.4% | +1.5% |
| 30D | +5.0% | +7.1% | -2.1% | +2.6% |
| 3M | -10.0% | +6.3% | -16.2% | -12.5% |
| 6M | +3.3% | +32.5% | -29.2% | -7.2% |
| YTD | +7.9% | -21.5% | +29.4% | +9.9% |
| 1Y | +21.2% | -16.5% | +37.7% | +21.2% |
| 3Y | +105.8% | -48.8% | +154.6% | +130.4% |
| 5Y | +43.7% | -40.2% | +84.0% | +52.2% |
| 10Y | +289.4% | +112.1% | +177.3% | +195.5% |
| All | +504.7% | +6,493.7% | -5,989.0% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling